Thinking Derivatively - May 2018 Issue


How Will LIBOR Alternative Rates Impact Your Derivatives Valuations Going Forward?

With the introduction of several new alternative short-term interest rates, much of the market is struggling to understand the implications for derivatives pricing and valuations. To quickly come up to speed on the LIBOR transition, explore our most valuable resources on OIS discounting and curve construction.



Derivatives Pricing | MVA: How Do We Capture the Cost of Initial Margin?

Increased dealer costs associated with initial margin (IM) have forced banks to take a closer look at its impact on profitability, as it has given rise to the Margin Valuation Adjustment. In this presentation, Numerix explains the pricing and profitability impacts of IM requirements, the complexities of MVA, and also provides a high-level overview of ISDA's SIMM.


Industry Solutions | What Makes for an Optimal Structured Products Platform?

Across the OTC derivatives market, both the buy side and sell side are increasingly embracing high-performance electronic trading platforms to address challenges related to price discovery, RFQ automation, workflow and risk management. Here is a profile of one such platform.


Influential Trends | New Forces Impacting E-Trading of OTC Derivatives

There are two trends that are providing the greatest influence to the OTC derivatives market: MiFID II and trading technology innovation. What's their influence? They are propelling an increasing placement of exotic derivatives onto electronic platforms and are opening the door to a new kind of market competitor. This blog explains. READ MORE>>


Fintech Perspectives | The Age of Digital Transformation

From payments to cryptocurrencies to a greater cycle of competition and innovation, the growing interconnectedness between the capital markets and fintech is increasingly transforming—and disrupting—the financial industry. In this video, financial markets expert Kevin McPartland shares his perspectives.

Upcoming Events and Webinars

May 15th | Webinar: Avoiding Common Pitfalls on the Path to Digital Transformation

May 16th | Webinar: Front-Office xVAs with Oneview: Should I Trade or Should I Go?

May 24th | Webinar: Real-Time Performance in OTC E-Trading Infrastructure

NEXT 365 | May 21st Stockholm and May 23rd Milan

May 6th | SOA, Baltimore

May 14th - 18th | QuantMinds, Lisbon

Please visit Numerix Events & Webinars for more information.


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